Rolo Pretzel Bites = mini pretzels, bag of Rolos and halved pecans, M&Ms plain or peanut or Hersheys kisses. Preheat oven to 350 degrees. Place pretzels on parchment. Place Rolos on top of pretzels and bake for 3 minutes. You don't want them too melted. Remove from oven and push pecan half (or candy) halfway down into the melted Rolo.